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Literature to Random numbers<br />

• Numerical Recipes<br />

• D.E.Knuth: „ The Art of Programming:<br />

Seminumerical Se u e c Algorithms“ go s 3rd 3 d ed. ed ( (Addison dd so<br />

– Wesley, 1997) Vol. 2, Chapt. 3.3.1<br />

• JE J.E. Gentle, G tl „Random R d Number N b GGeneration ti and d<br />

Monte Carlo Methods“ (Springer, 2003)<br />

Properties p of Random numbers<br />

• No correlations<br />

• Long periods<br />

• Follow well-defined distribution<br />

• Fast implementation<br />

• RReproductibility d tibilit<br />

19<br />

20

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